Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47418.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46020.77 Kr¶

PnL: ---------------------------------------> -867.8 Kr¶

DD now: ---------------------------------> -2.491 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:18:18.522313'

Anic Portfolio¶

Today¶

Return: 0.23 %¶

This Week¶

Return: -1.031 %¶

Total¶

Return: 55.237 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -1.060000 782.400000 109.400000 16.260000 673.000000
Nordea Bank Abp 29 0.720000 3508.420000 54.420000 1.580000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.520000 407.400000 52.400000 14.760000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.790000 3416.000000 39.000000 1.150000 3377.000000
Corem Property Group B 59 2.560000 614.190000 37.190000 6.450000 576.999999
Resurs Holding 22 2.670000 609.620000 35.620000 6.210000 573.999998
Swedbank A 3 2.470000 590.100000 26.100000 4.630000 564.000000
AcadeMedia 12 0.210000 579.840000 22.840000 4.100000 557.000004
Intrum 4 0.510000 547.600000 20.600000 3.910000 527.000000
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
Securitas B 6 2.060000 588.000000 18.000000 3.160000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Boozt 12 -0.220000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Samhällsbyggnadsbo. i Norden D 12 4.180000 257.040000 11.040000 4.490000 246.000000
Norva24 Group 16 -0.060000 553.600000 10.600000 1.950000 543.000000
Coor Service Management Hold. 8 0.670000 539.200000 7.200000 1.350000 532.000000
Karnov Group 9 0.500000 542.700000 6.700000 1.250000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Handelsbanken A 5 -0.050000 539.750000 -6.250000 -1.140000 546.000000
Midsona B 63 -0.550000 565.110000 -17.890000 -3.070000 582.999984
International Petroleum Corp. 5 4.080000 574.500000 -20.070000 -3.380000 594.565215
CTEK 13 -4.580000 506.350000 -27.650000 -5.180000 533.999999
Essity B 2 -3.130000 532.000000 -42.000000 -7.320000 574.000000
Vivesto 1368 -2.070000 542.550000 -70.450000 -11.490000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Essity A 4 -2.550000 1070.000000 -79.000000 -6.880000 1149.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 0.070000 3471.000000 -285.000000 -7.590000 3756.000001
Ovzon 52 -0.560000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46020.770000 -867.800000 -2.49051% 46888.564618

Updated:¶

'2023-01-27 17:18:31.886428'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶